One of the main determining factors of pregnancy per artificial insemination (P/AI) is an optimum concentration of progesterone (P4) in the early luteal phase. This study examined the effects of P4 supplementation on P/AI in lactating Holstein-Friesian cows. A total of 453 cows in 8 spring-calving herds were used in the study. Following AI, cows were randomly assigned to 1 of 2 treatment groups: (1) no subsequent treatment (control; n=221); (2) insertion of a Controlled Internal Drug Release device (CIDR) from day 4 to day 9 post-estrus (supplemented; n=232). Pregnancy per AI was determined by transrectal ultrasonography at day 30 following AI. Insertion of a CIDR increased concentrations of milk P4 in supplemented cows by 4.78ng/mL between day 4 and 4.5 in comparison with a 0.55ng/mL increase in control cows. Progesterone supplementation from day 4 to 9 after AI decreased P/AI by 12 percentage points (56 vs 44%). There was a positive linear and quadratic relationship between P/AI and milk concentration of P4 on day 4 post-estrus in control cows. An optimum concentration of 2.5ng/mL on day 4 was calculated from the logistic regression curve to achieve a probability of P/AI of 65%. When both treatments groups were included in the analysis, there was no association between P/AI and concentrations of P4 on day 4. The results of the study indicate that supplementation with P4 initiated in the early luteal phase had a negative effect on P/AI in dairy cows.